+425.5%
AXP vs GIS
-16.4%
+441.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.6% | +1.5% | -2.2% | -0.9% |
| 30D | +5.0% | +9.2% | -4.2% | +3.4% |
| 3M | -4.2% | -5.4% | +1.1% | -3.6% |
| 6M | +2.9% | +3.4% | -0.5% | +2.0% |
| YTD | -11.6% | -20.5% | +8.9% | -9.0% |
| 1Y | -11.1% | -20.0% | +8.9% | -8.7% |
| 3Y | +116.7% | -38.6% | +155.3% | +130.9% |
| 5Y | +89.6% | -33.1% | +122.7% | +96.2% |
| All | +425.5% | -16.4% | +441.9% | +396.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling